MODEL ADOPTION #2626: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.0% t — E8 Intelligence Research

DECISION: REJECT ELEMENT: No element survives — the phase-distance filter (≤2°) is a statistical artifact, not an E8-geometry edge. EXPECTED IMPACT: Win-rate gain (+4.4pp) is likely overfit (p≈0.08, n=440) and will shrink or invert out-of-sample. Even if real, it reduces trade frequency by 20–40%, cutting total R despite higher win% — net profit likely flat or negative. RISK: Filtering out high-quality trend trades where phase distance naturally widens (e.g., strong momentum) will amputate the model's best risk-reward entries, degrading total return and violating E8's rhythm logic (phase tightness is not a timing signal, only a noise proxy). TEST: Before any reconsideration, run a 6-month historical replay on all six instruments, split by trending vs. ranging weeks (ADX>25 vs <20). Require: (1) win-rate delta ≥ +3pp in BOTH regimes, (2) total R per week ≥ unfiltered baseline, (3) no single instrument shows negative delta. If any condition fails, the filter is dead. Current evid Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-24
DOI
https://doi.org/10.5281/zenodo.22931124
Primary Topic
Data Analysis with R
Type
preprint
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MODEL ADOPTION #2626: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.0% t — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Data Analysis with R
preprint

MODEL ADOPTION #2626: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.0% t — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

DECISION: REJECT ELEMENT: No element survives — the phase-distance filter (≤2°) is a statistical artifact, not an E8-geometry edge. EXPECTED IMPACT: Win-rate gain (+4.4pp) is likely overfit (p≈0.08, n=440) and will shrink or invert out-of-sample. Even if real, it reduces trade frequency by 20–40%, cutting total R despite higher win% — net profit likely flat or negative. RISK: Filtering out high-quality trend trades where phase distance naturally widens (e.g., strong momentum) will amputate the model's best risk-reward entries, degrading total return and violating E8's rhythm logic (phase tightness is not a timing signal, only a noise proxy). TEST: Before any reconsideration, run a 6-month historical replay on all six instruments, split by trending vs. ranging weeks (ADX>25 vs <20). Require: (1) win-rate delta ≥ +3pp in BOTH regimes, (2) total R per week ≥ unfiltered baseline, (3) no single instrument shows negative delta. If any condition fails, the filter is dead. Current evid Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
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Data Analysis with R
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MODEL ADOPTION #2626: REJECT — LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.0% t — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS